The paper deals with the limit behavior of a compound Poisson process with switching. The switching is provided by Bernoulli’s random variables. Under a suitable normalization, the limit process is a Brownian motion with switching variance.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
A. N. Borodin, Stochastic Processes, Birkhäuser, Cham (2017).
A. N. Borodin, “On joint distributions of functionals of the telegraph process and switching diffusions,” Zap. Nauchn. Semin. POMI, 466, 38–53 (2017).
P. Billingsley, Convergence of Probability Measures, John Wiley & Sons Inc., New York, London, Sydney, Toronto (1968).
Author information
Authors and Affiliations
Corresponding author
Additional information
Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 466, 2017, pp. 54–66.
Rights and permissions
About this article
Cite this article
Borodin, A.N. Limit Behavior of a Compound Poisson Process with Switching. J Math Sci 244, 733–742 (2020). https://doi.org/10.1007/s10958-020-04646-y
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10958-020-04646-y